Anic Equity¶

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Total return since start: 0.561 %¶

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Equity now: -----------------------------> 47694.07 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46299.89 Kr¶

PnL: ---------------------------------------> -588.68 Kr¶

DD now: ---------------------------------> -1.924 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 09:02:59.169633'

Anic Portfolio¶

This Week¶

Return: -0.495 %¶

Total¶

Return: 56.077 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.380000 2800.000000 164.000000 6.220000 2636.000010
Beijer Electronics Group 26 -0.660000 3120.000000 149.000000 5.020000 2971.000006
HMS Networks 2 12.960000 781.200000 108.200000 16.080000 673.000000
FM Mattsson Mora Group B 50 0.000000 3010.000000 83.000000 2.840000 2927.000000
Intrum 4 9.430000 580.200000 53.200000 10.090000 527.000000
Samhällsbyggnadsbo. i Norden B 20 1.220000 396.800000 41.800000 11.770000 355.000000
Corem Property Group B 59 0.000000 617.140000 40.140000 6.960000 576.999999
MedCap 2 0.000000 461.000000 40.000000 9.500000 421.000000
AcadeMedia 12 0.780000 590.160000 33.160000 5.950000 557.000004
Resurs Holding 22 0.550000 605.220000 31.220000 5.440000 573.999998
SAAB B 8 -0.050000 3406.400000 29.400000 0.870000 3377.000000
Boozt 12 0.290000 1672.800000 18.800000 1.140000 1653.999996
Nordea Bank Abp 29 0.080000 3471.880000 17.880000 0.520000 3453.999992
Swedbank A 3 0.260000 581.250000 17.250000 3.060000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Securitas B 6 0.370000 580.920000 10.920000 1.920000 570.000000
OEM International B 7 -0.780000 533.400000 5.400000 1.020000 527.999997
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 1.260000 250.800000 4.800000 1.950000 246.000000
Norva24 Group 16 0.000000 546.240000 3.240000 0.600000 543.000000
Coor Service Management Hold. 8 -0.150000 534.400000 2.400000 0.450000 532.000000
Creaspac SPAC 6 0.210000 578.400000 1.400000 0.240000 577.000002
Essity B 2 2.220000 571.600000 -2.400000 -0.420000 574.000000
Essity A 4 2.500000 1146.000000 -3.000000 -0.260000 1149.000000
CTEK 13 0.070000 529.490000 -4.510000 -0.840000 533.999999
Handelsbanken A 5 -0.140000 539.000000 -7.000000 -1.280000 546.000000
Midsona B 63 -0.110000 560.700000 -22.300000 -3.830000 582.999984
International Petroleum Corp. 5 0.180000 553.500000 -41.070000 -6.910000 594.565215
Vivesto 1368 4.560000 557.870000 -55.130000 -8.990000 612.999432
Sampo Oyj SDB 7 -1.100000 3773.000000 -77.000000 -2.000000 3850.000000
Fasadgruppen Group 35 0.390000 3647.000000 -164.000000 -4.300000 3810.999990
OX2 18 -0.260000 1399.500000 -264.500000 -15.900000 1663.999992
Axfood 13 -2.580000 3484.000000 -272.000000 -7.240000 3756.000001
Ovzon 52 0.750000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 46280.570000 -608.000000 -1.96246% 46888.564618

Updated:¶

'2023-01-26 09:01:58.232101'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶